This is the first draft chapter of my book Foundations of Evolutionary Economics which is going to be published by Edward Elgar in 2009. With permission of the publisher, these draft chapters are posted on the SSRN website to facilitate academic discussion for further improvement. A full summary of chapter one can be found at the beginning of the main text. In this first chapter, I outline the naturalistic approach to a synthesis of the sciences and the humanities. This builds on the fundamental notion of complete causal closure, that is, there is no way to build scientific theories on the assumption that the detached observer is possible, even in principle. From this a number of impossibility theorems result, of which the central one is the Hayekian limits of knowledge theorem that he formulated in The Sensory Order. I refer these foundational considerations to John Searle's distinction between observer-dependent and observer-independent facts. This implies an enrichment of the standard ontology of the sciences by entities which are conventionally regarded to be objects of the humanities. I open the view on a non-reductionist consilience of the sciences and the humanities.